Example 1 (Sparse Standard Estimates) 
Assume matrix belongs to the family \(\mathcal {F}_{\alpha }\) , then using the sparse estimator \(\widehat{\Sigma }\)  in [1]}, we have
\(\mathbb {E}\Vert \widehat{\Sigma }-\Sigma \Vert ^2= O\left(n^{-\frac{2\alpha }{2\alpha +1}}+\frac{\log p}{n}\right).\) 
